+6,672.2%
CME vs LUMN
-19.6%
+6,691.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +5.6% | +10.3% | -4.7% | +4.4% |
| 3M | +5.6% | -18.3% | +23.8% | +7.2% |
| 6M | -8.3% | +4.4% | -12.6% | -9.9% |
| YTD | +4.3% | -10.7% | +15.0% | +3.0% |
| 1Y | +9.1% | +14.0% | -4.9% | +3.2% |
| 3Y | +52.1% | +406.6% | -354.5% | -6.0% |
| 5Y | +79.7% | -36.8% | +116.5% | +70.5% |
| 10Y | +281.8% | -56.2% | +337.9% | +252.1% |
| All | +6,672.2% | -19.6% | +6,691.8% | +4,352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling